Confused ? Quite genuinely so !Because the question is not put here in right perspetive,it would have been more precise to add 'in which language' too to help out retrieving some immediate answers.
The first Indian sf -'the westerns style-modern' one was written in Hindi as a serial during 1884-88 by Ambika Dutt Vyas entitled 'the starnge tale-[Aaschary Vrittant] ,published in a magazine -'Peeyush Pravah' from Madhy Pradesh.Influenced perhaps by the Jules Verne's story ,'Journey to the center of the earth' it presented a very interesting,captivating saga of a Gopinath,the main protagonist who took the breathtaking adventurous journey underneath the earth.
Though influenced seemingly by a western stuff the story was an original effort in style and presentation vis a vis to contemporary short story writings in Hindi .
Another story which caught attention of the genre connoisseur's was written by an icon in Indian scientific world -J.C Bose -a Bengali jentleman and scientist of repute and was entitled 'Absconded Tempest'[Palatak toofan'-1896]which narrates a captivating story how a turbulent sea was calmed with even a minuscule thing- as ordinary as a drop of oil.The story bears a strange semblance with the 'chaos theory' propounded much later.A discussion on this strange semblance has already appeared on 'Science Fiction in India' .
SF writing in many other Indian languages seems to have been initiated much later.In Malayalam for instance sf writing appears to have been initiated since 1950,with the initiative taken by Keral Sastra Sahity Parishad-a most respected autonomous body of science popularization in India.
Similarly,Assamese language with its very laudable role and history in science writings stepped into the arena of sf writing in the late 1930's.
Kannada follows almost similar suite which is stated to be in sf writing since 1940's with the advent of Dr.Sadanand Nayak with his famous sf love story employing a plot on heart transplant.
In Marathi too though SF writing started late around 1910 with the publication of a translation of Verne's 'Men in the Moon' serialized in a magazine named 'Kerala Kokil' printed and published in Cochin,it enjoys a coveted -very rich contemporary status in sf writings in India.
In yet another prominent Indian Language ,Tamil the history of sf writing could be traced back to 1959,of course a very late beginning, in writings of a great poet[Mhakavi],C.Subramania Bhartiya whose story entitled ,'Kakkai Parliament[Parliament of the crows] has some sf elements.
It now appears that Hindi serial sf ,'The Aaschrya Vrittant -'A Strange Tale' definitely enjoys the status of first Indian sf story .
Having presented this account I am tempted to conclude that Hindi ,the lingua franca of India evidently took a leading role in sf writing but what is it's present scenario is altogether a different story -to be narrated at some other opportune time and space.